数值分析教学课件（华南理工大学）chap2 三角分解.pdfVIP

直接三角分解法 (Matrix Factorization method for linear equation) 基本思想： 如果将线性方程组Ax=b的系数矩阵A分解成两个 三角矩阵L和U，即A=LU， 则： Ly b Ax b LUx b Ux y Ideal: If A has been factored into the triangular Form A=LU for linear equation Ax=b,then we Can solve for x by using a two-step Process. That is Ly=b and Ux=y 高斯消元法的矩阵形式 (The matrix form of Guassian elimination process) 每一步消去过程相当于左乘初等变换矩阵Lk Multiplying A on the left by the matrix L in kth k k step Step1: ( 2 ) (1) ( 2 ) (1) 记： A L A , b L b 1 1 其中 ⎛ 1 ⎞ ⎜ ⎟ ⎜−l 21 1 ⎟ ( 1 ) ( 1 ) L 1 ⎜−l 31 0 1 ⎟ l i 1 a i 1 a 11 ⎜ ⎟ i , ,L,n 2 3 ⎜ L L ⎟ ⎜⎝−l n 1 0 0 L 1 ⎟⎠ 记： A(3) L A(2) , b(3) L b(2) 2 2 ⎛ 1 ⎞ ⎜ ⎟ 0 1 ⎜ ⎟ ( 2 ) ( 2 ) L2 ⎜ 0 −l32 1 ⎟ li2 ai2 a22 ⎜ ⎟ i , ,L,n 3 4